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Pré-Publication, Document De Travail Année : 2018

Explicit formula for the density of local times of Markov Jump Processes

Résumé

In this note we show a simple formula for the joint density of local times, last exit tree and cycling numbers of continuous-time Markov Chains on finite graphs, which involves the modified Bessel function of the first type.

Dates et versions

hal-01884032 , version 1 (29-09-2018)

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Ruojun Huang, Daniel Kious, Vladas Sidoravicius, Pierre Tarrès. Explicit formula for the density of local times of Markov Jump Processes. 2018. ⟨hal-01884032⟩
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